EFTA01522903

GIIISLA IN F. NIAXWELL-HY ACCT. For the Period 9/1/12 to 9/30112 Mice Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income RRI ENERGY INC 108.64 15,030.00 16296 00 15,112.50 1.183.50 1,181.25 5.75% 77/8% JUN 15 2017 347.80 DTD 06/13/2007 74971X-AC-1 B•/63 SERVICE CORP INTL 118.48 20,000.00 23.291 40 21,700.00 1,591.40 1.400.00 3.20% 7% JUN 15 2017 412.22 DTD 06/15/2006 MULTI CPN 81756543F-0 BB-/BA3 SMITHFIELD FOODS INC 112.75 10,000.00 11,275.00 10.475.00 800.00 775.00 4.72% SR NOTES 73/4% JUL 1 2017 193.75 DID 6/22/2007 832248-A0-1 B6 B1 PINNACLE ENTERTAINMENT 108.50 10,000.00 10,850.00 10,850.00 862.50 6.54% 8 5/8% AUG 01 2017 143.75 DTD 02/01/2010 723456-AK-5 BB- /61 CHESAPEAKE ENERGY CORP 103.91 15,000.00 15,585.75 15,975.00 (389.25) 975.00 5.57% 6 1/2% AUG 15 2017 124.57 DTD 8/16/2005 165167-BS-5 BB- /BA3 CCO HMOS LLC CAP CORP 109.31 9,000.00 9,838.08 9,495.00 343.08 652.50 5.14% 71/4%0C1302017 273.68 DID 09/27/2010 1248EP-A0-6 BB- /61 WINDSTREAM CORP 112.50 20,000.00 22,500.00 21,450.00 1,050.00 1,575.00 5.05% 7 7/8% NOV 01 2017 656.24 DID 10/08/2009 973811ALAJ-3 B /BA3 J.P, Morgan Page 8 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050493 SDNY_GM_00319691 EFTA01522903